Interest Rates Products

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CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.240 -0.015 Show Price Chart 99.295 99.315 99.240 350,302
10-Year T-Note Futures ZNH6 MAR 2016 MAR 2016 131'015 -0'315 Show Price Chart 131'270 132'000 130'305 1,666,106
Ultra 10-Year U.S. Treasury Note Futures TNH6 MAR 2016 MAR 2016 141'285 -1'120 Show Price Chart 143'015 143'085 141'260 42,498
5-Year USD Deliverable Interest Rate Swap Futures F1UH6 MAR 2016 104'030 -0'195 Show Price Chart 104'170 104'175 104'030 2,106
10-Year USD Deliverable Interest Rate Swap Futures N1UH6 MAR 2016 108'075 -1'065 Show Price Chart 108'260 109'000 108'045 2,094

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEH6 MAR 2016 MAR 2016 99.360 0.00 Show Price Chart 99.355 99.370 99.355 197,488
Eurodollar Futures GEM6 JUN 2016 JUN 2016 99.330 0.00 Show Price Chart 99.345 99.365 99.330 316,282
Eurodollar Futures GEU6 SEP 2016 SEP 2016 99.295 -0.005 Show Price Chart 99.335 99.350 99.290 298,775
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.240 -0.015 Show Price Chart 99.295 99.315 99.240 350,302
Eurodollar Futures GEH7 MAR 2017 MAR 2017 99.200 -0.015 Show Price Chart 99.270 99.290 99.200 325,035
Eurodollar Futures GEM7 JUN 2017 JUN 2017 99.150 -0.015 Show Price Chart 99.235 99.255 99.150 216,937
Eurodollar Futures GEU7 SEP 2017 SEP 2017 99.090 -0.015 Show Price Chart 99.180 99.210 99.090 183,009
Eurodollar Futures GEZ7 DEC 2017 DEC 2017 99.015 -0.015 Show Price Chart 99.110 99.140 99.015 231,413
30 Day Federal Funds Futures ZQN6 JUL 2016 JUL 2016 99.600 -0.03 Show Price Chart 99.625 99.635 99.600 23,501
2-Year Eurodollar Bundle Futures BU2H6 MAR 2016 MAR 2016 - - Show Price Chart - - - 0
3-Year Eurodollar Bundle Futures BU3H6 MAR 2016 MAR 2016 - - Show Price Chart - - - 0
5-Year Eurodollar Bundle Futures BU5H6 MAR 2016 MAR 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year T-Note Futures ZTH6 MAR 2016 MAR 2016 109'145 -0'057 Show Price Chart 109'192 109'205 109'140 316,388
5-Year T-Note Futures ZFH6 MAR 2016 MAR 2016 121'077 -0'180 Show Price Chart 121'220 121'247 121'067 766,684
10-Year T-Note Futures ZNH6 MAR 2016 MAR 2016 131'015 -0'315 Show Price Chart 131'270 132'000 130'305 1,666,106
Ultra 10-Year U.S. Treasury Note Futures TNH6 MAR 2016 MAR 2016 141'285 -1'120 Show Price Chart 143'015 143'085 141'260 42,498
Ultra U.S. Treasury Bond Futures UBH6 MAR 2016 MAR 2016 171'29 -2'13 Show Price Chart 174'08 174'21 171'20 110,156
U.S. Treasury Bond Futures ZBH6 MAR 2016 MAR 2016 166'12 -1'31 Show Price Chart 168'07 168'21 166'05 334,415

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD Deliverable Interest Rate Swap Futures T1UH6 MAR 2016 101'150 +0'005 Show Price Chart 101'150 101'150 101'150 289
5-Year USD Deliverable Interest Rate Swap Futures F1UH6 MAR 2016 104'030 -0'195 Show Price Chart 104'170 104'175 104'030 2,106
7-Year USD Deliverable Interest Rate Swap Futures S1UH6 MAR 2016 106'000 -0'245 Show Price Chart 106'065 106'065 106'000 85
10-Year USD Deliverable Interest Rate Swap Futures N1UH6 MAR 2016 108'075 -1'065 Show Price Chart 108'260 109'000 108'045 2,094
20-Year USD Deliverable Interest Rate Swap Futures E1UH6 MAR 2016 - - Show Price Chart - - - 0
30-Year USD Deliverable Interest Rate Swap Futures B1UH6 MAR 2016 115'01 -2'28 Show Price Chart 117'04 117'04 115'00 54
2-Year Euro Deliverable Interest Rate Swap Futures T1EH6 MAR 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Navigate our Interest Rates Product Suite

Interest Rates Trading Strategies

Interest Rate Blocks

Learn how to take advantage of privately-negotiated futures trades between eligible counterparties.

Optimization Center

Discover the benefits of trading futures instead of swaps and how you can get started in the futures market.

Interest Rate Options

Trade our Interest Rate options across the yield curve, including Treasury, Eurodollar, and Fed Fund products.

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